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(11)
Where,
1
( ) ( 1) ( 1)[ ( 1) ] t u k q s k q t D k q T A = +
2
1
( 1)[ ( 1) ]
2
a k q t D k q T + , (12)
2
( ) ( ) ( )[ ( ) ] t u k q s k q t D k q T A = +
2
1
( )[ ( ) ]
2
a k q t D k q T + . (13)
3. Second-order hold based discretization
3.1 Delay free nonlinear systems
Initially, delay-free ( 0 D = ) nolinear control
systems are considered with a state-space
representation of the form,
( )
( ( )) ( ( )) ( )
dx t
f x t g x t u t
dt
= + . (14)
349 349
Under the SOH assumption and within the sampling
interval, the solution of (14) is expanded in a
uniformly convergent Taylor series and the resulting
coefficients can be easily computed by taking
successive partial derivatives of the right hand-side of
(14):
1
( 1) ( )
!
k
t
T d x
x k x k
dt
=
+ = +
_
[ ]
1
( ) ( ( ), ( ))
!
T
x k A x k u k
=
= +
_
(15)
where ( ) x k is the value of the state vector x at time
k
t t kT = = and
[ ]
( , ) A x u
(16)
here 1, 2,3... = .
Therefore, an exact sampled-data representation
(ESDR) of (14) can be derived by retaining the full
infinite series of (15),
( 1) ( ( ), ( ))
T
x k x k u k + = u
[ ]
1
( ) ( ( ), ( ))
!
T
x k A x k u k
=
= +
_
. (17)
Simultaneously, an approximate sampled-data
representation (ASDR) of equation (20) is resulted
from a truncation of the Taylor series order N,
( 1) ( ( ), ( ))
N
T
x k x k u k + = u
[ ]
1
( ) ( ( ), ( ))
!
N
T
x k A x k u k
=
= +
_
(18)
where the subscript T of the mapping
N
T
u denotes
the dependence on the sampling period T, and the
superscript N denotes the finite series truncation order
associated with the ASDR of equation (18).
3.2 Linear systems with time-delay
It is now feasible to extend the aforementioned
Taylor discretization method to nonlinear continuous-
time systems with a constant time-delay ( 0 D = ) in the
input. In order to motivate the development of the
proposed discretization procedure and draw the
appropriate analogies from the field of linear systems,
let us first begin the exposition of the papers main
results by briefly reviewing the ones available in the
case of linear systems,
( )
( ) ( )
dx t
Ax t bu t D
dt
= + (19)
where A, b are constant matrices of appropriate
dimensions. It is known that for any time
interval [ , )
i f
I t t = , the following formula holds true,
( ) ( )
( ) ( ) ( )
f
f i f
i
t
A t t A t
f i
t
x t e x t e bu d
t
t t
= +
)
. (20)
As shown in (11) to (13), under SOH assumption, the
input variable expressions are different within the two
subintervals [ , ) kT kT + and [ , ) kT kT T + + .
Successively applying formula (20), we readily obtain,
( )
1
( ) ( ) ( )
kT
A A kT
kT
x kT e x kT e b d
t
t t
+
+
+ = + A
)
(21)
and
( ) x kT T +
( ) ( )
2
( ) ( )
kT T
A T A kT T
kT
e x kT e b d
t
t t
+
+
+
= + + A
)
(22)
where
1
( ) t A and
2
( ) t A are defined by equation (11).
3.3 Nonlinear systems with time-delay
Motivated by the linear approach described above, a
similar line of thinking is adopted for the nonlinear
case as well. Indeed, by applying the Taylor series
discretization method for nonlinear systems presented
before to the [ , ) kT kT + subinterval one immediately
obtains the state vector evaluated at kT + ,
1
( ) ( ( ), ( )) x kT x kT kT
+ = u A (23)
Where the map
u can be derived through a direct
application of formula (15) and the subsequent
calculation of the corresponding Taylor coefficients
can be realized through the recursive formulas (16).
( ) x kT and
1
( ) kT A are the instantaneous state vector and
input value respectively at time kT . Furthermore, it can
be derived from (12) that,
1
( ) ( 1) ( 1)[( 1) ] kT u k q s k q q T A = + +
2
1
( 1)[( 1) ]
2
a k q q T + + (24)
Similarly, the Taylor discretization method applied
to the [ , ) kT kT T + + subinterval yields the state vector
evaluated at ( 1) k T + as a function of ( ) x kT + and the
input value at time kT + ,
2
( ) ( ( ), ( ))
T
x kT T x kT kT
+ = u + A + (25)
and,
2
( ) ( ) ( )( ) kT u k q s k q qT A + = + +
2
1
( )( )
2
a k q qT + + (26)
Based on (17), the above equation (23) and (25) can
be rewritten as follows,
[ ]
1
1
( ) ( ) ( ( ), ( ))
!
x kT x kT A x kT kT
=
+ = + A
_
(27)
( ) ( ) x kT T x kT + = +
[ ]
2
1
( )
( ( ), ( ))
!
T
A x kT kT
+ + A +
_
(28)
And furthermore, according to (18), the
approximate sampled-data representation (ASDR) of
equation (27) and (28) are resulted from a truncation of
the Taylor series order N, as shown below,
350 350
1
( ) ( ( ), ( ))
N
x kT x kT kT
+ = u A
[ ]
1
1
( ) ( ( ), ( ))
!
N
x kT A x kT kT
=
= + A
_
(29)
2
( ) ( ( ), ( ))
N
T
x kT T x kT kT
+ = u + A +
[ ]
2
1
( )
( ) ( ( ), ( ))
!
N
T
x kT A x kT kT
=
= + + + A +
_
(30)
It should be emphasized, that the functional
representation of the
[ ]
A
-coefficients of the
map
T
u remains exactly the same subpart as for the
subinterval [ , ) kT kT + , and it is only need to reuse the
same part with the aid of a symbolic software package
such as MAPLE.
For the consecutive subintervals, combing
equations (23) and (25), the desired sampled-data
representation of the original system (1) is obtained,
1 2
( ) ( ( ), ( ), ( ))
D
T
x kT T x kT kT kT + = u A A +
1 2
( ( ( ), ( )), ( ))
T
x kT kT kT
= u u A A + (31)
Notice, that a finite series truncation order N for the
above series would naturally produce an ASDR,
,
1 2
( ) ( ( ), ( ), ( ))
N D
T
x kT T x kT kT kT + = u A A + (32)
or
,
1 2
( ) ( ( ), ( ), ( ))
N D
T
x k x k k T o o + = u A A + . (33)
4. Simulation
A simple chemical process system is considered in
simulation. The system can be described as follow,
2
( ) ( ) (1 2 )
dx
f x g x u a x au ux ax
dt
= + = + + .
(34)
In the simulation, a=0.3 is used. The initial system
state was assumed that (0) 0 x = .
Within the sampling interval, the solution of (34) is
obtained using uniformly convergent Taylor series.
According to the methodology described in earlier
sections, the sampled-data representation of the system
is shown as (29) and (30).
In this system,
2
( ) (1 2 ) f x a x ax = +
( ) ( ) g x a x = . (35)
So that, the partial derivative terms
[ ]
( , ) A x u
are
determined recursively by (16).
The following sine-wave input is applied to the
system,
( ) 0.9sin(1.6 ) u t t t = .
(36)
Therefore, the time-delay input applied to the
system is as follow,
( ) 0.9sin(1.6 ( )) u t D t D t = .
(37)
Different sampling rates, different time-delay and
different truncation order of Taylor-series are studied.
Simultaneously, MATLAB 7.0 is used to calculate the
accurate value. Two of the different cases are shown as
follows.
4.1 Case 1
While truncation order N=3, sampling time
T=0.05s, time delay D=0.07s, the state response for
SOH is shown in fig.1.
Fig.1. State response (N=3)
Fig.2. Errors comparison
At the same time, First-Order Hold (FOH) and Zero-
Order Hold (ZOH) are used to make a comparison.
Since MATLAB is used to calculate the exact values,
the response errors comparison is shown in fig.2. It is
obvious to find that the maximum error of ZOH is
decreased by 41.17% from 0.0066 to 0.0039, and that
the maximum error of FOH is decreased by 12.1%
from 0.0039 to 0.0034.
351 351
4.2 Case 2
While truncation order N=4, sampling time T=0.06s,
time delay D=0.03s, the state response for SOH is
shown in fig.3.
Fig.3 State response (N=4)
At the same time, FOH and ZOH are used to make a
comparison. The response errors comparison is shown
in fig.4. It is obvious to find that the maximum error
of ZOH is decreased by 41.97% from 0.0079 to 0.0046,
and that the maximum error of FOH is decreased by
6.32% from 0.0046 to 0.0043.
Fig.4 Errors comparison
5. Conclusions
A second order hold based discretization scheme is
proposed. The expressions are described in detail. By a
simulation, the method of how to use the proposed
discretization scheme is explained. The simulation
results show that the second order hold method is
practical. Simultaneously, the precision can be
improved obviously compared with first order hold
and zero order hold schemes.
6. Acknowledgements
This work was supported by the grant of the Second
stage of Brain Korea 21.
7. References
[1] Park Ji Hyang, Chong Kil To, Kazantzis Nikolaos and
Parlos Alexander G, 2004, Time-Discretization of
Nonlinear Systems with Delayed Multi-Input Using Taylor
Series, KSME International Journal, Vol. 18 No. 7, pp.
1107~1120.
[2] Park Ji Hyang, Chong Kil To, Kazantzis Nikolaos and
Parlos Alexander G, 2004, Time-Discretization of Non-
affine Nonlinear System with Delayed Input Using Taylor-
Series, KSME International Journal, Vol. 18 No. 8, pp.
1297~1305.
[3] Kazantzis, N., and Kravaris, C., 1999, Time-
Discretization of Nonlinear Control Systems via Taylor
Methods, Comput. Chem. Eng., 23, pp. 763784.
[4] Yuping Gu and Masayoshi Tomizuka, 1999 .Digital
Redesign of Continuous Time Controller by Multirate
Sampling and High Order Holds.Proceedings of the
38"Conference on Decision & Control Phoenix, Arizona
USA December, pp. 3422-3427.
[5] Nikolaos Kazantzis, K.T.Chong, J.H.Park, Alexander G.
Parlos 2005.Control-Relevant Discretization of Nonlinear
Systems With Time-Delay Using Taylor-Lie Series. Journal
of Dynamic Systems, Measurement, and Control, Vol.127
No.3, pp.153~159.
[6] Albert Lozano, Javier Rosell, Ram6n Pallas-Areny. 1992.
On the Zero- and First-Order Interpolation in Synthesized
Sine Waves for Testing Purposes. IEEE TRANSACTIONS
ON INSTRUMENTATION AND MEASUREMENT, VOL.
41, NO. 6, DECEMBER 1992. pp.820-823.
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